Pathfinder swing TS

Forums ProRealTime English forum ProOrder support Pathfinder swing TS

Last updated 21 hours, 43 minutes ago by avatar wp01.

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  • #19549

    Since Reiner gave up the lead for this topic (personal reasons, but he is still with us), the community continues his idea of Pathfinder Swing Trading.
    This is his introduction:

    “In this topic I’d like to publish all Pathfinder swing trading algorithms. The swing trading robots based on the Pathfinder daily code and are adapted to the monthly saisonality introduced with the original Pathfinder Trading System. Each month was separated in two parts (day 1 – 15 and 16 – 31) and the saisonal behavior was determined.

    The idea is to check twice a month for which instruments Pathfinder swing TS find a promising setup based on historical tests. Pathfinder swing robots running in demo account will deliver the trade signal or can trade automaticly in life account as well.

    Please find attached the Pathfinder swing roadmap for almost 30 instruments. I will attach the robots for the most promising setups on this post for the current/next period.

    Pathfinder strategies offer a statistical advantage but are of course not a holy grail and there is no guarantee to make money with it. The systems are optimized for historical data and historical gains are not a garantee to be successful in the future. I strictly recommend to adjust the position sizes to your personal account size and try first in demo mode. The results in life trading will differ from the backtest results. I also recommend to start in life trading with a small account size. Anyone can use the programs for free and at their own risk.

    Pathfinder swing is my privat and fully transparent algorithmic trading project exclusively implemented for ProRealTime 10.2. The status is experimental and I don’t trade all the systems presented here. I would also like to thank all members who have helped to improve the system with their contributions.”

    Download-Link for all periods and the instruments comparison sheet:
    https://www.dropbox.com/sh/lwh60rhgavw8q2v/AABaTnCi489Wb8ue_aqPVeB7a
    https://docs.google.com/spreadsheets/d/1KbP6YUG22jFavjx_V2XcAv1wuu0XFpw9K5vSyL_6sHg/edit?usp=sharing

    You wan’t to help?
    A lot of work needs to be done for every period, so have a look at this message for a brief introduction:
    https://www.prorealcode.com/topic/pathfinder-trading-system/page/33/#post-19123

    Status:

    MAY2 (16.05 – 31.05.) link

    Algos have been created and uploaded to the dropbox, please have a look. (link)

    MAY1 (01.05 – 15.05.) link

    Algos have been created and uploaded to the dropbox, please have a look. (link)
    Period April2 is over, time for a sum-up for the month April. Have a look at this post .
    Reiner is back with great enhancements for the PF Swing algo. (link)

    APRIL2 (16.04 – 30.04.) link

    Season is over. It was bumpy ride due to upcoming elections in France and UK.

    APRIL1 (01.04 – 15.04.) link

    All instruments for APRIL1 have been reviewed, a final package has been uploaded to dropbox share and a comparison image has been attached. (link)
    Here you can find the results for the month March: link

    March2 (16.03. – 31.03) link

    All instruments for MARCH2 have been reviewed and a final package with the most promising algos have been uploaded to dropbox share.

     

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    #19550

    First post in this new topic is related to Platinum and I have posted it already in the original Pathfinder topic.

    Platinum PL has a very well known saisonal pattern around Christmas. Buy around Christmas/ year end and Sell in mid/end February works very well over the last years. I have adjusted Pathfinder PL daily for that scenario. Please adjust the position size to your account size if you want to trade this setup. The attached code is for an 10k Euro account and trade 25 PL minis.

    The trade signal is active since 28.12. and a long position was opened at 907.

    Best, Reiner

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    5 users thanked author for this post.
    #19554

    For the first two weeks in January I have found the following setups with an statistical advantage in the past:

    • Gold
    • Silver
    • Palladium
    • Coffee

    Please keep in mind that all commodities could be very volatile and don’t over leverage your account. By the way the stock indices are statistical not profitable in the first two weeks of the year. The will come in the second January half and start February.

    Best, Reiner

    2 users thanked author for this post.
    #19556

    Gold

    http://charts.equityclock.com/gold-futures-gc-seasonal-chart

    Silver

    http://charts.equityclock.com/silver-futures-si-seasonal-chart

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    #19562

    Palladium

    http://charts.equityclock.com/palladium-futures-pa-seasonal-chart

    unfortunately a very short data history from 2009 so be careful

    Coffee

    http://charts.equityclock.com/coffee-futures-kc-seasonal-chart

    trading coffee is nothing for beginners or small accounts

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    1 user thanked author for this post.
    #19569

    That’s it for today. Next review will be in two weeks and then we’ll take the indexes. Here is an awesome example of the Hang Seng. I wish you successful trades and don’t forget the win in the past are no guarantee for winning in the future.

    Best, Reiner

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    2 users thanked author for this post.
    #19581

    Hi Reiner. It also looks like Pathfinder Gold in at least V.5b2 has a high profit in my demo trade from 3. dec.

    When you talk about swing trade- how many days did you have in mind?

    Happy new years.

    Kasper

     

     

    #19587

    Hi Kasper,

    Happy new year for you as well. Gold seasonality actually starts  in December. I’m going to check every two weeks the setups for the next 2-4 weeks and will optimize all bots for the next 30 days. The maximum holding period is usually something between 5 and 15 days.

    The bots will generate a trade signal at the open of a daily candle at 1.00 am CET and send me a mail. My plan is to check my mails in the morning and buy an suitable ETF in Frankfurt, London or New York. For the exit I will sell when the bot will exit or let it run with an manual stop loss.

    That’s the plan.

    Best, Reiner

    1 user thanked author for this post.
    #19596

    Reiner,

    Happy new year!

    Can you explain how I can incorporate this into my swing trading strategy on the DAX. Is the idea just to give alarms? I’m trying to understand your purpose here.

    many thanks, mark

    #19612

    Hi Reiner

    A happy 2017 to you and thanks for sharing your great ideas. This swing idea with Pathfinder daily look s interesting. If I understand you right you will update the Pathfinder daily on various instruments every two week to come up which have the best historic outlook for the coming period. Run the best on your demo to generate the signals and then buy a corresponding etf or similar according to your risk tolerance and ride the swing? And there’s going to be an update every two week in this thread with the new itf-files for the coming period?

    Thanks

    Martin

    1 user thanked author for this post.
    #19624

    Hi Mark, Martin,

    Happy new year!

    Martin has perfectly summarized the idea behind the Pathfinder swing approach. We will check every two weeks which are the most promising setups for the next 2-4 weeks from the Pathfinder universe (25 instruments). Create an optimized Pathfinder swing bot for exactly this setup and follow manually or automatically with an suitable instrument (cfd, future, ETF).

    I’m going to manage one of my ETF accounts with this approach.

    Best, Reiner

    1 user thanked author for this post.
    #19625

    This seems like a really promising approach!

    It is getting more and more difficult to find the best strategy, because there are a lot of really well performing ones available 😉

    #19627

    Thank you for this Reiner.  Could I ask if you are also using the Pathfinder Daily algos on an automated basis as you are with the 4hr algos?  I seem to remember you saying that the Daily algos were always just for ‘signal’ purposes as you are now using them rather than leaving them running on an automated basis.

    Thank you.

    J.

    #19636

    Hi Jim,

    I’m using currently only the 4H versions for automatic trading. I have developed the daily version for a quick test if an instrument works for the breakout algo and to find out which are the best saisonal adjustments in the long run.

    The swing idea is in an early stage and to focus on the best setups of the next 2-4 weeks is nothing else if 25 Pathfinder daily versions would run.

    Best, Reiner

     

     

    1 user thanked author for this post.
    #19788

    I had a long signal at 00:00 GMT on Silver from 1631.

    1 user thanked author for this post.
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